+88.2%
SNOW vs BROS
+22.6%
+65.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.2% |
| 7D | +10.8% | -2.5% | +13.3% | +11.3% |
| 30D | -16.5% | -11.2% | -5.3% | -15.0% |
| 3M | -10.1% | -33.9% | +23.8% | -4.1% |
| 6M | +96.5% | -33.5% | +130.0% | +107.7% |
| YTD | +36.2% | -44.9% | +81.1% | +47.4% |
| 1Y | +10.7% | -41.5% | +52.2% | +18.2% |
| All | +88.2% | +22.6% | +65.6% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling